+416.3%
AME vs PAYC
+1,328.4%
-912.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | +0.1% |
| 7D | +8.1% | -0.5% | +8.6% | +8.1% |
| 30D | -3.8% | +5.2% | -8.9% | -4.9% |
| 3M | -6.6% | +18.0% | -24.6% | -10.0% |
| 6M | +4.6% | +81.6% | -77.1% | -8.7% |
| YTD | +17.9% | +57.3% | -39.3% | +5.0% |
| 1Y | +23.2% | +49.8% | -26.6% | +10.8% |
| 3Y | +62.9% | +49.0% | +13.9% | +44.1% |
| 5Y | +77.5% | -47.8% | +125.4% | +86.0% |
| 10Y | +444.7% | +515.8% | -71.1% | +270.1% |
| All | +416.3% | +1,328.4% | -912.1% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling